Predicting volatility of cryptocurrencies: Deep learning and GARCH family models
This paper examines the application of econometric models, deep learning architectures, and hybrid combinations of both methods for volatility forecasting in cryptocurrency markets. Using daily data on 10 major cryptocurrencies from 2020–2025, this work benchmarks GARCH-family models, deep learning...
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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Modern Finance Institute
2026-03-01
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| Serier: | Modern Finance |
| Fag: | |
| Online adgang: | https://mf-journal.com/article/view/370 |
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